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ken-seng documents
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Presentation 1
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S5 10-11 Math Yearly Exam Paper 2 Solution
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Coherent Distortion Risk Measures in Portfolio Selection
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Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates
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Optimal VaR-based risk management with reinsurance
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Threshold Life Tables and Their Applications
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Pricing Options Using Lattice Rules
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Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products
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Pricing Derivative Securities Using Integrated Quasi--Monte Carlo Methods with Dimension Reduction and Discontinuity Realignment
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Developing Mortality Improvement Formulas
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Pricing Bermudan options using low-discrepancy mesh methods
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Yoong Zhi Hong (2)